What move does the options market price into Celsius's report?

Implied ±23.2%, either direction · provisional.

CELHNasdaqBottled & Canned Soft Drinks & Carbonated Waters

Celsius Holdings, Inc. (CELH) earnings date, market-implied expected move, and options open interest by expiry

31.70

+0.95 · +3.07%

Regular session09:59 ET

Open30.82Volume7.7MMkt cap$7.8BP/E121.91EPS0.26

Day30.82 – 33.2636%52-wk23.56 – 61.4921%

CELH

Celsius Holdings, Inc.

OpenVolumeMkt capP/EEPSDiv yield

Day – 52-wk –

Expected move

Inputs

±23.2%implied · straddle

23.6337.87

spot 30.75exp Mar 19ATM strike 30ATM straddle 8.38IV 57%

Nov 4 closeprovisional

Expected move

Inputs

Next report

Feb 25

before open · in 112 days

est.Q4 FY26

Calendar

Next report

Last report

Nov 5

before open

confirmedNov 4 close

Implied vs realized

Linked news

3hMSFT · supplierMicrosoft director Emma Walmsley will not stand for re-election, will remain until 2026 meeting
9hAMZN · supplierKyndryl Uses Agentic AI to Accelerate Enterprise Modernization with AWS
17hCOST · customerCostco Wholesale Corporation Reports October Sales Results

News

Largest filed tie

13F top-10 QoQ

+14.09%

shares held · 10 largest managers

13F · Jun 30 '26128d lag

549 managers

Top fund weight

0.13%

CELH weight · MDY

N-PORTJun 30 '26

3 funds

Last reportshaded = implied▲▼ = realized× = |realized| ÷ implied

Celsius (CELH) is expected to report on Feb 25 before open (estimated date).

Implied vs realized

8 reports

—≥ implied

Nov 6 '24Nov 6 '24confirmed—▼−5.33%—

Feb 20 '25Feb 20 '25confirmed—▲+27.77%—

May 6 '25May 6 '25confirmed—▲+4.81%—

Aug 7 '25Aug 7 '25confirmed—▲+17.27%—

Q3 FY25Nov 6 '25confirmed—▼−24.80%—

Q1 FY26Feb 26 '26confirmed—▲+6.94%—

May 7 '26May 7 '26confirmed—▲+4.45%—

Q2 FY26Aug 6 '26confirmed±10.4%▼−18.46%×1.77

quarterimplied−30%0+30%realized×

Q2 FY26±10.4%▼−18.46%×1.77

May '26—+4.45%

Shaded = implied · tick ▲▼ = realized · × = |realized| ÷ impliedSource: options EOD · implied at prior close · realized close to close

Implied vs realized

Positioning

OI · 10 expiries · Nov 4 close

0.44OI · 10 expiries · Nov 4 closeP/C open interest · Mar 19 · first expiry after the report

PUTS · chgexpiry · days · P/CCALLS · chgP/C

6 nearer expiries

7,553+87%Nov 61d0.4218,013+130%0.42

1,993+70%Nov 138d0.296,893+53%0.29

8,664+31%Nov 2015d0.6513,299+15%0.65

1,302+254%Nov 2722d0.681,912+1025%0.68

4—Dec 429d0.1526—0.15

52—Dec 1136d0.25205—0.25

22,918+5%Dec 1843d0.6535,095−1%0.65

71,1350%Jan 1571d0.38185,9150%0.38

report · Feb 25 · before open · est.

ExpiryPutsCallsP/C

6 nearer expiries

Nov 61d7,553+87%18,013+130%0.42

Nov 138d1,993+70%6,893+53%0.29

Nov 2015d8,664+31%13,299

Hatched = puts · solid = calls · bars scaled per expiry · chg = OI vs prior sessionSource: options EOD

Positioning

Linked exposure

scenario · straddle±23.2%

Funds 3

MDY±0.0%

VTI±0.0%

VT±0.0%

Dashed = straddleMethod Source: SEC filings · N-PORT · market data

Linked exposure

Revenue flow

as filedQ3 FY26

14.98%as filednet margin · revenue +3.58% QoQ · +16.84% YoY

Revenue

$847M+3.58% QoQ

Gross profit

$396M+0.65% QoQ

46.77% margin

Operating income

$172M+128.64% QoQ

20.31% margin

Pre-tax income

$163M+134.52% QoQ

Net income

$127M+129.61% QoQ

14.98% margin

Cost of revenue

$451M+6.30% QoQ

Operating expenses

$224M−29.60% QoQ

SG&A $221M

Other operating $3M

Other expense

$9M

Tax

$36M+153.63% QoQ

Revenue$847M+3.58%

Gross profit

$396M+0.65%

46.77% margin

Operating income

$172M+128.64%

20.31% margin

Pre-tax income

$163M+134.52%

Net income

$127M+129.61%

14.98% margin

Cost of revenue

$451M+6.30%

Operating expenses

$224M−29.60%

SG&A $221M

Other operating $3M

Other expense

$9M

Tax$36M+153.63%

flow · deduction · signed % = QoQSource: SEC filings · standardized · QE Sep 30 '26 · width = $

Revenue flow

Intraday

15m bars

Long dash = implied range · Nov 4 close · Hatch = extended hours · ▯ up · ▮ downSource: market data · 09:45 ET

Intraday

Event sensitivity

NFP ×1.64· ±4.4% vs ±2.7% · 10 releases

eventrelease day|move|up · n×base

NFPjobs report±4.4%4 of 10×1.64

PCEpersonal income & outlays±2.9%9 of 19×1.08

PPIproducer prices±2.6%5 of 10×0.96

FOMCrate decision±2.6%13 of 24×0.95

GDPgross domestic product±2.1%9 of 19×0.80

CPIconsumer prices±1.8%6 of 10×0.68

CPROFcorporate profits±1.4%5 of 12×0.51

Bar = avg |move| to ±5% · tick = ±2.7% avg day · ×base = |move| ÷ ±2.7% · min 6 releases

Earnings history

EPS 0.39 · consensus —

Quarter	Reported	EPS	Consensus
Q3 FY26	—	0.39	—
Q2 FY26	Aug 6 '26 · confirmed	0.14	—
Q1 FY26	Feb 26 '26 · confirmed	0.33	—
Q3 FY25	Nov 6 '25 · confirmed	-0.27	—

Source: filed financials

Methodology

ties · implied moves · holdersMethod